Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 360'000 | 360'000 | 351'657 | 351'657 | 348'258 CHF | 351'777 CHF | 100.00% | 100.00% |
15.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 350'000 | 350'000 | 348'453 | 348'453 | 338'542 CHF | 342'035 CHF | 99.99% | 99.99% |
14.05.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 311'522 CHF | 314'949 CHF | 100.00% | 100.00% |
13.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 328'928 CHF | 332'414 CHF | 99.86% | 99.86% |
10.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 336'794 CHF | 340'280 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 367'171 CHF | 370'756 CHF | 98.93% | 98.93% |
07.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 360'000 | 360'000 | 358'237 | 358'237 | 373'133 CHF | 376'719 CHF | 99.88% | 99.88% |
06.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 381'544 CHF | 385'167 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 387'150 CHF | 390'799 CHF | 99.88% | 99.88% |
02.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 366'071 CHF | 369'656 CHF | 98.57% | 98.57% |